Module areix_io.datafeed

Classes

class CryptoDataFeed (symbols, start_date=None, end_date=None, period='1y', interval='1d', order_ascending=True, store_path=None)

DataFeed base class

Args

symbols : [list]
list of symbols
paths : [list,str]
list of paths or path that contains the data files
start_date : [datetime, str], optional
The start date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
end_date : [datetime, str], optional
The end date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
period : [str], optional
  • The period of data you need
  • If start_date and end_date are specified, the period wont be effective
  • The period as to be one of the following, '1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd'
  • Defaults to '1y'.
order_ascending : bool, optional
If True, data would be in ascending order. Defaults to True.
interval : [str], optional
  • The data datetime interval
  • The interval has to be one of the following, '1m', '5m','15m', '30m','1h', '2h', '3h', '4h', '6h', '12h', '1d', '1M', '1y'
  • Defaults to '1d'.
store_path : [str], optional
The path to store downloaded data files. Defaults to None.

Ancestors

  • areix_io.datafeed.DataFeed
  • abc.ABC
class CsvDataFeed (paths, start_date=None, end_date=None, period=None, order_ascending=True)

DataFeed base class

CsvDataFeed will read all the files on your specified path

Requirement

  • csv format
  • tradedate as index
  • columns consist of 'open','high','low','close',('adj_close','lot_size','volume','dividends')

Args

paths : [list,str]
list of paths or path that contains the data files
start_date : [datetime, str], optional
The start date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
end_date : [datetime, str], optional
The end date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
period : [str], optional
The period. Defaults to None.
order_ascending : bool, optional
If True, data would be in ascending order. Defaults to True.

Ancestors

  • areix_io.datafeed.DataFeed
  • abc.ABC
class StockDataFeed (symbols, start_date=None, end_date=None, period='1y', interval='1d', order_ascending=True, store_path=None, use_adjust=True, back_adjust=False, prepost=False, actions=True, proxy=None, rounding=False, tz=None)

StockDataFeed

Args

symbols : [list]
list of symbols
paths : [list,str]
list of paths or path that contains the data files
start_date : [datetime, str], optional
The start date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
end_date : [datetime, str], optional
The end date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.
period : [str], optional
  • The period of data you need
  • If start_date and end_date are specified, the period wont be effective
  • The period as to be one of the following, '1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd'
  • Defaults to '1y'.
order_ascending : bool, optional
If True, data would be in ascending order. Defaults to True.
interval : [str], optional
  • The data datetime interval
  • The interval has to be one of the following, '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'
  • Defaults to '1d'.
store_path : [str], optional
The path to store downloaded data files. Defaults to None.
use_adjust : [bool], optional
If True, adjust prices relative to adj_close for dividends and splits. Defaults to True.
back_adjust : [bool], optional
Backward adjust data. Defaults to False.
prepost : [bool], optional
If True, the premaket and postmarket data will be downloaded as well. Defaults to False.
actions : [bool], optional
If True, the lot_size,dividends,splits will be downloaded as well. Defaults to True.
proxy : [str], optional
The proxy use for download data, prevent the ip being banned. Defaults to None.
rounding : [bool], optional
Rounding. Defaults to False.
tz : [pytz], optional
Timezone. Defaults to None.

Returns

[dict]
The dict of instrument bar data

Ancestors

  • areix_io.datafeed.DataFeed
  • abc.ABC